Mathematical pseudo-completion of the BGM model
Year of publication: |
2001
|
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Authors: | Yasuoka, Takashi |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 4.2001, 3, p. 375-401
|
Subject: | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
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